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A rank minimization heuristic with application to minimum order system approximation
Variable control system analysis and controller synthesis matrix rank linear matrix inequality (lmi) the positive semi-definite matrix variables
2015/8/11
Several problems arising in control system analysis and design, such as reduced order controller synthesis, involve minimizing the rank of a matrix variable subject to linear matrix inequality (LMI) c...
Log-det heuristic for matrix rank minimization with applications to Hankel and Euclidean distance matrices
Positive semi-definite matrix convex sets functions half positive definite matrix distance data
2015/8/11
We present a heuristic for minimizing the rank of a positive semidefinite matrix over a convex set. We use the logarithm of the determinant as a smooth approximation for rank, and locally minimize thi...
Rank minimization and applications in system theory
Matrix the convex set system identification statistics signal processing
2015/8/11
In this tutorial paper, we consider the problem of minimizing the rank of a matrix over a convex set. The Rank Minimization Problem (RMP) arises in diverse areas such as control, system identification...